Related papers: Fluctuations in a diffusive medium with gain
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
To model subsurface flow in uncertain heterogeneous\ fractured media an elliptic equation with a discontinuous stochastic diffusion coefficient - also called random field - may be used. In case of a one-dimensional parameter space, L\'evy…
A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…
Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
We consider the acousto-optic effect in a random medium. We derive the radiative transport equations that describe the propagation of multiply-scattered light in a medium whose dielectric permittivity is modulated by an acoustic wave. Using…
A recently introduced theoretical framework for modeling the dynamics of X-ray amplified spontaneous emission is based on stochastic sampling of the density matrix of quantum emitters and the radiation field, similarly to other phase-space…
A lattice model with a spatial dispersion corresponding to a power-law type is suggested. This model serves as a microscopic model for elastic continuum with power-law non-locality. We prove that the continuous limit maps of the equations…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
The Fourier law and the diffusion equation are derived from the Schrodinger equation of a diffusive medium (consisting of a random potential). The theoretical model is backed by numerical simulation. This derivation can easily be…
Stochastic power fluctuation in a fiber optic system due to the interplay among dispersion, nonlinearity and partial coherence of the source is investigated. An analytical expression for the power fluctuation of a signal pulse due to its…
We consider a non acoustic chain of harmonic oscillators with the dynamics perturbed by a random local exchange of momentum, such that energy and momentum are conserved. The macroscopic limits of the energy density, momentum and the…
A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…
It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…
Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…
Molecules in dense environments, such as biological cells, are subjected to forces that fluctuate both in time and in space. While spatial fluctuations are captured by Lifson-Jackson-Zwanzig's model of "diffusion in a rough potential", and…
We consider the propagation of galactic cosmic rays under assumption that the interstellar medium is a fractal one. An anomalous diffusion equation in terms of fractional derivatives is used to describe of cosmic ray propagation. The…